+5.7%
DIS vs REPL
+147.5%
-141.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +0.3% |
| 7D | +0.6% | +5.3% | -4.7% | +0.6% |
| 30D | +10.3% | +66.6% | -56.4% | +10.8% |
| 3M | +15.6% | +59.6% | -44.0% | +16.1% |
| 6M | +15.1% | +482.4% | -467.2% | +17.0% |
| YTD | +6.0% | +124.1% | -118.1% | +4.4% |
| 1Y | +5.7% | +138.6% | -132.9% | +4.8% |
| All | +5.7% | +147.5% | -141.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling